Dendriform equations

We investigate solutions for a particular class of linear equations in dendriform algebras. Motivations as well as several applications are provided. The latter follow naturally from the intimate link between dendriform algebras and Rota–Baxter operators, e.g. the Riemann integral map or Jackson's q-integral.     

The exotic conformal Galilei algebra and nonlinear partial differential equations

The conformal Galilei algebra (cga) and the exotic conformal Galilei algebra (ecga) are applied to construct partial differential equations (PDEs) and systems of PDEs, which admit these algebras. We show that there are no single second-order PDEs invariant under the cga but systems of PDEs can admit this algebra. Moreover, a wide class of nonlinear PDEs exists, which are conditionally invariant under cga. It is further shown that there are systems of nonlinear PDEs admitting ecga with the realisation obtained very recently in [D. Martelli, Y. Tachikawa, Comments on Galilei conformal field theories and their geometric realisation, preprint, arXiv:0903.5184v2 [hep-th], 2009]. Moreover, wide classes of nonlinear systems, invariant under two different 10-dimensional subalgebras of ecga are explicitly constructed and an example with possible physical interpretation is presented.     

Efficient algorithms for generalized algebraic Bernoulli equations based on the matrix sign function

We investigate the solution of large-scale generalized algebraic Bernoulli equations as those arising in control and systems theory. Here, we discuss algorithms based on a generalization of the Newton iteration for the matrix sign function. The algorithms are easy to parallelize and provide an efficient numerical tool to solve large-scale problems. Both the accuracy and the parallel performance of our implementations on a cluster of Intel Xeon processors are reported.      

Complex Lie symmetries for scalar second-order ordinary differential equations

A scalar complex ordinary differential equation can be considered as two coupled real partial differential equations, along with the constraint of the Cauchy–Riemann equations, which constitute a system of four equations for two unknown real functions of two real variables. It is shown that the resulting system possesses those real Lie symmetries that are obtained by splitting each complex Lie symmetry of the given complex ordinary differential equation. Further, if we restrict the complex function to be of a single real variable, then the complex ordinary differential equation yields a coupled system of two ordinary differential equations and their invariance can be obtained in a non-trivial way from the invariance of the restricted complex differential equation. Also, the use of a complex Lie symmetry reduces the order of the complex ordinary differential equation (restricted complex ordinary differential equation) by one, which in turn yields a reduction in the order by one of the system of partial differential equations (system of ordinary differential equations). In this paper, for simplicity, we investigate the case of scalar second-order ordinary differential equations. As a consequence, we obtain an extension of the Lie table for second-order equations with two symmetries.     

关于求解Fuzzy矩阵方程的注记

定义了 Fuzzy矩阵 A的同解简化矩阵 A( 2 ) ,利用同解简化矩阵 A( 2 ) 给出了 Fuzzy矩阵方程的简化解法 ,指出了文 [4]中定理 3的错误 .     

Master partial differential equations for a Type II hidden symmetry

An approach for determining a class of master partial differential equations from which Type II hidden point symmetries are inherited is presented. As an example a model nonlinear partial differential equation (PDE) reduced to a target PDE by a Lie symmetry gains a Lie point symmetry that is not inherited (hidden) from the original PDE. On the other hand this Type II hidden symmetry is inherited from one or more of the class of master PDEs. The class of master PDEs is determined by the hidden symmetry reverse method. The reverse method is extended to determine symmetries of the master PDEs that are not inherited. We indicate why such methods are necessary to determine the genesis of Type II symmetries of PDEs as opposed to those that arise in ordinary differential equations (ODEs).     

A property of the defining equations for the Lie algebra in the group classification problem for wave equations

We solve the group classification problem for nonlinear hyperbolic systems of differential equations. The admissible continuous group of transformations has the Lie algebra of dimension less than 5. This main statement follows from the principal property of the defining equations of the admissible Lie algebra: the commutator of two solutions is a solution. Using equivalence transformations we classify nonlinear systems in accordance with the well-known Lie algebra structures of dimension 3 and 4.     

Differential equations and solution of linear systems

Many iterative processes can be interpreted as discrete dynamical systems and, in certain cases, they correspond to a time discretization of differential systems. In this paper, we propose to derive iterative schemes for solving linear systems of equations by modeling the problem to solve as a stable state of a proper differential system; the solution of the original linear problem is then computed numerically by applying a time marching scheme. We discuss some aspects of this approach, which allows to recover some known methods but also to introduce new ones. We give convergence results and numerical illustrations. AMS subject classification 65F10, 65F35, 65L05, 65L12, 65L20, 65N06     

Matrix refinement equations: Continuity and smoothness

In this paper we give some criteria for the existence of compactly supported C ^k+α-solutions (k is an integer and 0 ⩽ α < 1) of matrix refinement equations. Several examples are presented to illustrate the general theory.     

Hamiltonian type Lie bialgebras

We first prove that,for any generalized Hamiltonian type Lie algebra H,the first co- homology group H~1(H,H(?)H) is trivial.We then show that all Lie bialgebra structures on H are triangular.     

广义矩阵代数上的李导子

研究了广义矩阵代数上的一类李导子,证明了广义矩阵代数上李导子可以表示成一个导子和一个中心映射之和,并将这个结果应用到全矩阵代数上.     

Lie-algebraic approach for pricing moving barrier options with time-dependent parameters

In this paper we apply the Lie-algebraic technique for the valuation of moving barrier options with time-dependent parameters. The value of the underlying asset is assumed to follow the constant elasticity of variance (CEV) process. By exploiting the dynamical symmetry of the pricing partial differential equations, the new approach enables us to derive the analytical kernels of the pricing formulae straightforwardly, and thus provides an efficient way for computing the prices of the moving barrier options. The method is also able to provide tight upper and lower bounds for the exact prices of CEV barrier options with fixed barriers. In view of the CEV model being empirically considered to be a better candidate in equity option pricing than the traditional Black-Scholes model, our new approach could facilitate more efficient comparative pricing and precise risk management in equity derivatives with barriers by incorporating term-structures of interest rates, volatility and dividend into the CEV option valuation model.     

Zero Divisors in Amalgamated Free Products of Lie Algebras

We introduce the notion of domain for Lie algebras, discuss when the free amalgamated Lie product of two domains is a domain again, classify commuting elements in the free amalgamated product of two Lie algebras and describe the center of this product.     

New oscillation criteria for second order linear matrix differential equations with damping

By using the positive linear functional and the monotone subhomogeneous functional, including the general means and Riccati technique, some new oscillation criteria are established for the second order linear matrix differential system
（P（t）X＇（t））＇ ＋ R（t）X＇（t） ＋ Q（t）X（t） =0, t ≥ to 〉 0
where P（t）, R（t）, Q（t） are n × n real continuous matrix functions, P（t） and R（t） are commutative. Theresults improve and generalize those given in some previous papers, which can be seen by the examples given at the end of this paper.     

李代数的Poisson代数结构Ⅱ

本文研究民具有无限维中心的Toroidal李代数.通过利用其明确的生成元,确定了其上所有的非交换Poisson代数结构,从而推广了有限维中心的情形.     

Quantization of Lie bialgebras, II

This paper is a continuation of [EK]. We show that the quantization procedure of [EK] is given by universal acyclic formulas and defines a functor from the category of Lie bialgebras to the category of quantized universal enveloping algebras. We also show that this functor defines an equivalence between the category of Lie bialgebras over k [[h]] and the category of quantized universal enveloping (QUE) algebras.     

Construction of invariant scalar particle wave equations on Riemannian manifolds with external gauge fields

We consider the problem of constructing scalar particle wave equations in Riemannian spaces with external gauge fields whose symmetry group is the group of motions of the Riemannian space. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 156, No. 2, pp. 237–249, August, 2008.